Get Trading & Strategy Ideas Browse more than 400 attractive trading systems together with hundreds of related academic papers.

We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
61Quantpedia Premium (Buy Premium account to see this strategy)             
62Quantpedia Premium (Buy Premium account to see this strategy)             
63Quantpedia Premium (Buy Premium account to see this strategy)             
64Quantpedia Premium (Buy Premium account to see this strategy)             
65Quantpedia Premium (Buy Premium account to see this strategy)             
66Quantpedia Premium (Buy Premium account to see this strategy)             
67Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118%0%0%Strongfactor investing, momentum, rotational system, sector picking, smart beta 
68Quantpedia Premium (Buy Premium account to see this strategy)             
69Quantpedia Premium (Buy Premium account to see this strategy)             
70Quantpedia Premium (Buy Premium account to see this strategy)             
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%Strongasset class picking, factor investing, reversal, smart beta0.82
72Quantpedia Premium (Buy Premium account to see this strategy)             
73Quantpedia Premium (Buy Premium account to see this strategy)             
74Quantpedia Premium (Buy Premium account to see this strategy)             
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%0%0%Strongmarket timing, seasonality 
76Quantpedia Premium (Buy Premium account to see this strategy)             
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy1926-2009848.86%11.5%0%Moderately Strongbeta factor, equity long short, factor investing, smart beta, stock picking0.42
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%Strongbeta factor, country picking, equity long short, factor investing, smart beta0.31
79Quantpedia Premium (Buy Premium account to see this strategy)             
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy1973-20043218.36%16.12%0%Strongearnings announcement, equity long short, factor investing, smart beta, stock picking0.89
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

Subscribe for Newsletter

Be first to know, when we publish new content


logo
The Encyclopedia of Quantitative Trading Strategies

Log in